When an object is added, why does it fall through the grid?
The grid is not a floor or ground. It is not even an object. It is just a guide so that users can see the units used in the scene and to have a visual representation of the horizontal coordinates.

All objects have what is called an origin (a pivot point or a "center", usually represented by an orange dot) The origin of the the created object is then placed where the 3D cursor is on the scene. By default the cursor is at coordinate 0, 0, 0.



In other words, by default the object's center is placed at the center of the 3D space.



To have your objects appear in a different place, just move the 3D cursor.